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Applications of mathematics : stochastic modelling and applied probability
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Frontiers in applied mathematics
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ECONIS (ZBW)
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Simulation and inference for stochastic differential equations : with R examples
Iacus, Stefano M.
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2008
Persistent link: https://www.econbiz.de/10003566199
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2
Numerical optimization
Nocedal, Jorge
;
Wright, Stephen J.
-
2006
-
Second edition
Persistent link: https://www.econbiz.de/10013487359
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3
Computational methods for option pricing
Achdou, Yves
;
Pironneau, Olivier
-
2005
Persistent link: https://www.econbiz.de/10002705305
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4
Numerical methods for stochastic control problems in continuous time
Kushner, Harold J.
;
Dupuis, Paul
-
2001
-
Second edition
Persistent link: https://www.econbiz.de/10001498718
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